Summary
JANW
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 12.80% Volatility 8.09% Sharpe 0.77
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER20 JAN ETF ALLIANZIM EQUITY LARGE CAP BUFFER20 JAN E...

Symbol: JANW

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2020

Latest date: 03/06/2026

Current price: $38.63

Expense ratio: 0.74%

Assets under management
$341.4M
-0.10% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.65%

Ann. -14.55% (Sharpe / Sortino numerator)

Volatility

8.88%

Sharpe ratio

-2.046

VaR 95%

-0.73%

CVaR 95%: -0.81%
Max drawdown: -3.18%
Sortino ratio: -3.980
Calmar ratio: -4.58

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.33%

Ann. -4.00% (Sharpe / Sortino numerator)

Volatility

6.43%

Sharpe ratio

-1.186

VaR 95%

-0.72%

CVaR 95%: -0.80%
Max drawdown: -3.65%
Sortino ratio: -1.813
Calmar ratio: -1.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

5.14%

Ann. 2.81% (Sharpe / Sortino numerator)

Volatility

5.19%

Sharpe ratio

-0.159

VaR 95%

-0.65%

CVaR 95%: -0.75%
Max drawdown: -3.65%
Sortino ratio: -0.211
Calmar ratio: 0.77

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.80%

Ann. 9.86% (Sharpe / Sortino numerator)

Volatility

8.09%

Sharpe ratio

0.770

VaR 95%

-0.68%

CVaR 95%: -1.18%
Max drawdown: -3.99%
Sortino ratio: 0.885
Calmar ratio: 2.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.26%

Ann. 8.21% (Sharpe / Sortino numerator)

Volatility

6.66%

Sharpe ratio

0.687

VaR 95%

-0.60%

CVaR 95%: -0.98%
Max drawdown: -8.66%
Sortino ratio: 0.780
Calmar ratio: 0.95

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.44%

Ann. 9.98% (Sharpe / Sortino numerator)

Volatility

6.15%

Sharpe ratio

1.033

VaR 95%

-0.56%

CVaR 95%: -0.89%
Max drawdown: -8.66%
Sortino ratio: 1.249
Calmar ratio: 1.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.048%

Best day

1.421%

31/03/2026
Worst day

-0.888%

26/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $38.67 $38.67 $38.62 $38.63 18,300
02/06/2026 $38.67 $38.70 $38.64 $38.68 8,100
01/06/2026 $38.62 $38.69 $38.56 $38.65 11,800
29/05/2026 $38.64 $38.68 $38.62 $38.62 8,900
28/05/2026 $38.55 $38.70 $38.55 $38.62 15,300
27/05/2026 $38.53 $38.57 $38.52 $38.57 13,500
26/05/2026 $38.52 $38.56 $38.51 $38.55 8,500
22/05/2026 $38.48 $38.52 $38.45 $38.46 16,700
21/05/2026 $38.36 $38.43 $38.33 $38.43 7,900
20/05/2026 $38.29 $38.41 $38.28 $38.41 19,400